-17.7%
NVO vs CP
+25.5%
-43.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +3.3% | +2.1% | +1.1% | +2.7% |
| 30D | +9.2% | +9.3% | -0.1% | +6.5% |
| 3M | -9.8% | +0.5% | -10.2% | -9.9% |
| 6M | -10.4% | +10.4% | -20.9% | -13.2% |
| YTD | -14.1% | +28.7% | -42.8% | -20.8% |
| 1Y | -11.1% | +33.2% | -44.3% | -18.8% |
| 3Y | -54.9% | +38.4% | -93.4% | -59.4% |
| All | -17.7% | +25.5% | -43.3% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling